For Publishers
DiscoveryMetadataPeer reviewHostingPublishing
For Researchers
JoinPublishReviewCollect
Register
Blog
About
Search
Advanced search
My ScienceOpen
Search
For Publishers
For Researchers
Blog
About
0
views
33
references
 Top references
cited by
12
    
0 reviews
 Review
0
comments
 Comment
0
recommends
+1 Recommend
0 collections
    0
    shares
      1,458
      similar
       All similar
      • Record: found
      • Abstract: not found
      • Article: not found

      Return and volatility transmission between China's and international crude oil futures markets: A first look

      Author(s): 1 , 2 , 3
      Publication date (Electronic):
      Journal: Journal of Futures Markets
      Publisher: Wiley

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Related collections

          Most cited references33

          • Record: found
          • Abstract: not found
          • Article: not found

          Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

          Søren Johansen (1991)
          Article 0 comments Cited 724 times – based on 0 reviews     Review now
            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            Dynamic Conditional Correlation

            Robert F. Engle (2002)
            Article 0 comments Cited 537 times – based on 0 reviews     Review now
              Bookmark
              • Record: found
              • Abstract: not found
              • Article: not found

              On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

              LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN, David E. Runkle (1993)
              Article 0 comments Cited 397 times – based on 0 reviews     Review now
                Bookmark
                All references

                Author and article information

                Contributors
                Journal
                Title: Journal of Futures Markets
                Abbreviated Title: J Futures Markets
                Publisher: Wiley
                ISSN (Print): 0270-7314
                ISSN (Electronic): 1096-9934
                Publication date Created: June 2020
                Publication date (Electronic): February 13 2020
                Publication date (Print): June 2020
                Volume: 40
                Issue: 6
                Pages: 860-884
                Affiliations
                [1 ]J.P. Morgan Center for Commodities, The Business SchoolUniversity of Colorado DenverDenver Colorado
                [2 ]Center for Macroeconomic Research, Department of Finance, School of Economics (SOE)Xiamen UniversityXiamen China
                [3 ]Wang Yanan Institute for Studies in Economics (WISE)Xiamen UniversityXiamen China
                Article
                DOI: 10.1002/fut.22103
                SO-VID: a2679837-966f-4017-9c8b-861fff05d5d5
                Copyright © © 2020
                License:

                http://onlinelibrary.wiley.com/termsAndConditions#vor

                http://doi.wiley.com/10.1002/tdm_license_1.1

                History

                Data availability:

                Comments

                Comment on this article

                scite_

                Similar content1,458

                See all similar

                Cited by12

                See all cited by

                Most referenced authors207

                See all reference authors